A Quantitative Approach to Credit Risk Management in the Underwriting Process for the Retail Portfolio
The core of this paper encloses a mathematical approach of credit risk management, based on a scorecard model used in the bank’s underwriting process. The main purpose of this paper is to present how to develop, validate and apply a rating model in practice. Using 21568 loan applications provided by...
| Published in: | Romanian Economic Journal |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Editura ASE Bucuresti
2017-03-01
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| Subjects: | |
| Online Access: | http://www.rejournal.eu/sites/rejournal.versatech.ro/files/articole/2017-04-02/3447/11ycostea.pdf |